Tail processes for stable-regenerative multiple-stable model-Reference-Cited by-同舟云学术

Tail processes for stable-regenerative multiple-stable model

Published:2023-11-01 Issue:4 Volume:29 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Bai Shuyang¹,Wang Yizao²

Affiliation:

1. Department of Statistics, University of Georgia, 310 Herty Drive, Athens, GA, 30602, USA

2. Department of Mathematical Sciences, University of Cincinnati, 2815 Commons Way, Cincinnati, OH, 45221-0025, USA

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference30 articles.

1. Bai, S. and Taqqu, M.S. (2020). Limit theorems for long-memory flows on Wiener chaos. Bernoulli 26 1473–1503. 10.3150/19-BEJ1168

2. Beran, J., Feng, Y., Ghosh, S. and Kulik, R. (2013). Long-Memory Processes: Probabilistic Properties and Statistical Methods. Heidelberg: Springer. 10.1007/978-3-642-35512-7

3. Samorodnitsky, G. (2016). Stochastic Processes and Long Range Dependence. Springer Series in Operations Research and Financial Engineering. Cham: Springer. 10.1007/978-3-319-45575-4

4. Bingham, N.H., Goldie, C.M. and Teugels, J.L. (1987). Regular Variation. Encyclopedia of Mathematics and Its Applications 27. Cambridge: Cambridge Univ. Press. 10.1017/CBO9780511721434

5. Basrak, B. and Segers, J. (2009). Regularly varying multivariate time series. Stochastic Process. Appl. 119 1055–1080. 10.1016/j.spa.2008.05.004

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